Hello Team, I need to get the same thing shown in this link:
https://community.developers.refinitiv.com/questions/55603/bond-ratings-1.html?childToView=101545
This is my script that needs help to make it work. Thank you.
from refinitiv.data.content import search
import refinitiv.data as rd
import pandas as pd
from datetime import date, timedelta, datetime
import numpy as np
rd.open_session()
response = search.Definition(view=search.Views.FIXED_INCOME_INSTRUMENTS, \
filter = f"MaturityRedemDate ge {datetime.today().strftime('%Y-%m-%d')} and IsActive eq true and (InstrumentTypeDescription eq 'Bond' or InstrumentTypeDescription eq 'Note') "\
"and PrincipalCurrency eq 'GBP' "\
"and InflationProtected eq 'N' "\
"and IndustrySectorDescription ne 'Other Financial' and IndustrySectorDescription ne 'Sovereign' and IndustrySectorDescription ne 'Official and Muni' and IndustrySectorDescription ne 'Supranational' "\
"and IndustrySectorDescription ne 'Banks' and IndustrySectorDescription ne 'Agency' and IndustrySectorDescription ne 'Official and Muni'", \
navigators = "SectorDescription", \
select="IssuerLegalName, RIC, ISIN, IsActive, IssueDate, MaturityRedemDate, MaturityYearsToRedem, IssuerCountry, "\
"PrincipalCurrency, InflationProtected, SearchAllCategoryv3, InstrumentTypeDescription, DebtTypeDescription, AssetType, AssetCategory, AssetTypeDescription, AssetSubTypeDescription, AssetStateName," \
"MoodysRating, MoodysRatingDate, SPBondRatingLatest, SPRating, SPRatingDate, "\
"MaturityDate, RCSOrganisationTypeName, IndustrySectorDescription, DbSubTypeDescription, Sector, SectorDescription,"\
"DocumentTitle, Description", \
top = 10000).get_data()
df = response.data.df
df1 = rd.get_data(
universe=[df["RIC"][1-10000]],
#fields=['TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY).RatingSourceDescription','TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY)','TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY).date']
fields=['TR.GR.Rating.RatingSourceDescription','TR.GR.Rating','TR.GR.Rating.date']
)
display(df1)
the goal is to have, per each entry retrieved by the search, the Zspread and the last ratings information (from Moodys and Fitch, with timestamp) also, do you have any guide that I can use regarding retrieving Fixed Income instruments using the Python API? I often struggle to know which info are available and what's the code (for "filter" or "select") to be used